Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
122.33 |
122.80 |
0.47 |
0.4% |
122.14 |
High |
123.05 |
122.80 |
-0.25 |
-0.2% |
123.05 |
Low |
122.32 |
122.46 |
0.14 |
0.1% |
121.50 |
Close |
122.72 |
122.43 |
-0.29 |
-0.2% |
122.72 |
Range |
0.73 |
0.34 |
-0.39 |
-53.4% |
1.55 |
ATR |
0.48 |
0.47 |
-0.01 |
-2.1% |
0.00 |
Volume |
2,360 |
116 |
-2,244 |
-95.1% |
5,000 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.58 |
123.35 |
122.62 |
|
R3 |
123.24 |
123.01 |
122.52 |
|
R2 |
122.90 |
122.90 |
122.49 |
|
R1 |
122.67 |
122.67 |
122.46 |
122.62 |
PP |
122.56 |
122.56 |
122.56 |
122.54 |
S1 |
122.33 |
122.33 |
122.40 |
122.28 |
S2 |
122.22 |
122.22 |
122.37 |
|
S3 |
121.88 |
121.99 |
122.34 |
|
S4 |
121.54 |
121.65 |
122.24 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.07 |
126.45 |
123.57 |
|
R3 |
125.52 |
124.90 |
123.15 |
|
R2 |
123.97 |
123.97 |
123.00 |
|
R1 |
123.35 |
123.35 |
122.86 |
123.66 |
PP |
122.42 |
122.42 |
122.42 |
122.58 |
S1 |
121.80 |
121.80 |
122.58 |
122.11 |
S2 |
120.87 |
120.87 |
122.44 |
|
S3 |
119.32 |
120.25 |
122.29 |
|
S4 |
117.77 |
118.70 |
121.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.05 |
121.50 |
1.55 |
1.3% |
0.53 |
0.4% |
60% |
False |
False |
936 |
10 |
123.05 |
121.50 |
1.55 |
1.3% |
0.48 |
0.4% |
60% |
False |
False |
675 |
20 |
123.05 |
120.41 |
2.64 |
2.2% |
0.43 |
0.3% |
77% |
False |
False |
419 |
40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.39 |
0.3% |
82% |
False |
False |
255 |
60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.28 |
0.2% |
82% |
False |
False |
202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.25 |
2.618 |
123.69 |
1.618 |
123.35 |
1.000 |
123.14 |
0.618 |
123.01 |
HIGH |
122.80 |
0.618 |
122.67 |
0.500 |
122.63 |
0.382 |
122.59 |
LOW |
122.46 |
0.618 |
122.25 |
1.000 |
122.12 |
1.618 |
121.91 |
2.618 |
121.57 |
4.250 |
121.02 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
122.63 |
122.39 |
PP |
122.56 |
122.34 |
S1 |
122.50 |
122.30 |
|